Peter Kratz

According to our database¹, Peter Kratz authored at least 2 papers between 2013 and 2014.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

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Bibliography

2014

An Explicit Solution of a Nonlinear-Quadratic Constrained Stochastic Control Problem with Jumps: Optimal Liquidation in Dark Pools with Adverse Selection.

[BibT_eX]

[DOI]

Peter Kratz

Math. Oper. Res., 2014

2013

Hedging Forward Positions: Basis Risk Versus Liquidity Costs.

[BibT_eX]

[DOI]

Stefan Ankirchner

Peter Kratz

Thomas Kruse

SIAM J. Financial Math., 2013

Peter Kratz

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